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isPartOf:"Journal of international money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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7
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Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Working Paper
14
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
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The journal of investment compliance
9
Applied economics letters
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ECONIS (ZBW)
21
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Central bank swap arrangements in the COVID-19 crisis
Aizenman, Joshua
;
Ito, Hiro
;
Pasricha, Gurnain Kaur
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433618
Saved in:
3
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
4
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
5
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
6
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
7
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
8
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
9
Pricing factors in multiple-term structures from interbank rates
Lafuente, Juan Angel
;
Petit, Nuria
;
Serrano, Pedro
- In:
Journal of international money and finance
91
(
2019
),
pp. 138-159
Persistent link: https://www.econbiz.de/10012134492
Saved in:
10
Credit default swaps as indicators of bank financial distress
Avino, Davide E.
;
Conlon, Thomas
;
Cotter, John
- In:
Journal of international money and finance
94
(
2019
),
pp. 132-139
Persistent link: https://www.econbiz.de/10012135149
Saved in:
11
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
12
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
13
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
14
Market frictions and the pricing of sovereign credit default swaps
Rubia, Antonio
;
Sanchis-Marco, Lidia
;
Serrano, Pedro
- In:
Journal of international money and finance
60
(
2016
),
pp. 223-252
Persistent link: https://www.econbiz.de/10011660873
Saved in:
15
Bank credit default swaps and deposit insurance around the world
Liu, Liuling
;
Zhang, Gaiyan
;
Fang, Yiwei
- In:
Journal of international money and finance
69
(
2016
),
pp. 339-363
Persistent link: https://www.econbiz.de/10011712039
Saved in:
16
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
17
Central bank swap line effectiveness during the euro area sovereign debt crisis
Moessner, Richhild
;
Allen, William A.
- In:
Journal of international money and finance
35
(
2013
),
pp. 167-178
Persistent link: https://www.econbiz.de/10009751687
Saved in:
18
Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
Saved in:
19
A non-parametric analysis of covered interest parity in long-date capital markets
Fletcher, Donna Jeanne
- In:
Journal of international money and finance
13
(
1994
)
4
,
pp. 459-475
Persistent link: https://www.econbiz.de/10001164480
Saved in:
20
Long-term covered interest parity : evidence from currency swaps
Popper, Helen Ann
- In:
Journal of international money and finance
12
(
1993
)
4
,
pp. 439-448
Persistent link: https://www.econbiz.de/10001145080
Saved in:
21
Currency swaps, hedging, and the exchange of collateral
Melnik, Arie
- In:
Journal of international money and finance
11
(
1992
)
5
,
pp. 446-461
Persistent link: https://www.econbiz.de/10001129977
Saved in:
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